CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2539 |
1.2458 |
-0.0081 |
-0.6% |
1.2628 |
| High |
1.2545 |
1.2485 |
-0.0060 |
-0.5% |
1.2698 |
| Low |
1.2482 |
1.2457 |
-0.0025 |
-0.2% |
1.2457 |
| Close |
1.2482 |
1.2461 |
-0.0021 |
-0.2% |
1.2461 |
| Range |
0.0063 |
0.0028 |
-0.0035 |
-55.6% |
0.0241 |
| ATR |
0.0067 |
0.0065 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
31 |
68 |
37 |
119.4% |
152 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2552 |
1.2534 |
1.2476 |
|
| R3 |
1.2524 |
1.2506 |
1.2469 |
|
| R2 |
1.2496 |
1.2496 |
1.2466 |
|
| R1 |
1.2478 |
1.2478 |
1.2464 |
1.2487 |
| PP |
1.2468 |
1.2468 |
1.2468 |
1.2472 |
| S1 |
1.2450 |
1.2450 |
1.2458 |
1.2459 |
| S2 |
1.2440 |
1.2440 |
1.2456 |
|
| S3 |
1.2412 |
1.2422 |
1.2453 |
|
| S4 |
1.2384 |
1.2394 |
1.2446 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3102 |
1.2594 |
|
| R3 |
1.3021 |
1.2861 |
1.2527 |
|
| R2 |
1.2780 |
1.2780 |
1.2505 |
|
| R1 |
1.2620 |
1.2620 |
1.2483 |
1.2580 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2518 |
| S1 |
1.2379 |
1.2379 |
1.2439 |
1.2339 |
| S2 |
1.2298 |
1.2298 |
1.2417 |
|
| S3 |
1.2057 |
1.2138 |
1.2395 |
|
| S4 |
1.1816 |
1.1897 |
1.2328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2698 |
1.2457 |
0.0241 |
1.9% |
0.0051 |
0.4% |
2% |
False |
True |
30 |
| 10 |
1.2747 |
1.2457 |
0.0290 |
2.3% |
0.0042 |
0.3% |
1% |
False |
True |
34 |
| 20 |
1.2920 |
1.2457 |
0.0463 |
3.7% |
0.0036 |
0.3% |
1% |
False |
True |
24 |
| 40 |
1.2920 |
1.2454 |
0.0466 |
3.7% |
0.0028 |
0.2% |
2% |
False |
False |
14 |
| 60 |
1.2920 |
1.2088 |
0.0832 |
6.7% |
0.0027 |
0.2% |
45% |
False |
False |
11 |
| 80 |
1.2920 |
1.1980 |
0.0940 |
7.5% |
0.0022 |
0.2% |
51% |
False |
False |
10 |
| 100 |
1.3189 |
1.1980 |
0.1209 |
9.7% |
0.0020 |
0.2% |
40% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2604 |
|
2.618 |
1.2558 |
|
1.618 |
1.2530 |
|
1.000 |
1.2513 |
|
0.618 |
1.2502 |
|
HIGH |
1.2485 |
|
0.618 |
1.2474 |
|
0.500 |
1.2471 |
|
0.382 |
1.2468 |
|
LOW |
1.2457 |
|
0.618 |
1.2440 |
|
1.000 |
1.2429 |
|
1.618 |
1.2412 |
|
2.618 |
1.2384 |
|
4.250 |
1.2338 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2572 |
| PP |
1.2468 |
1.2535 |
| S1 |
1.2464 |
1.2498 |
|